Modulestatistics-0.16.5.0Haskell2010

Statistics.Correlation

Contents

Synopsis

Pearson correlation

valuepearson :: Vector v (Double, Double) => v (Double, Double) -> Double

Pearson correlation for sample of pairs. Exactly same as correlation

valuepearson2 :: Vector v Double => v Double -> v Double -> Double

Pearson correlation for sample of pairs. Exactly same as correlation

valuepearsonMatByRow :: Matrix -> Matrix

Compute pairwise Pearson correlation between rows of a matrix

valuespearman

:: (Ord a, Ord b, Vector v a, Vector v b, Vector v (a, b), Vector v Int, Vector v (Int, a), Vector v (Int, b))
=> v (a, b)
-> Double

Compute Spearman correlation between two samples

valuespearman2

:: (Ord a, Ord b, Vector v a, Vector v b, Vector v Int, Vector v (Int, a), Vector v (Int, b))
=> v a
-> v b
-> Double

Compute Spearman correlation between two samples. Samples must have same length.

valuespearmanMatByRow :: Matrix -> Matrix

compute pairwise Spearman correlation between rows of a matrix